-57.0%
ACVA vs SPY
+78.7%
-135.7%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.3% | +1.6% |
| 7D | +4.0% | +0.5% | +3.4% | +3.0% |
| 30D | -5.8% | -0.9% | -4.8% | -4.4% |
| 3M | +24.4% | +3.9% | +20.5% | +17.1% |
| 6M | +37.3% | +14.5% | +22.8% | +10.3% |
| YTD | -12.3% | +12.9% | -25.3% | -27.9% |
| 1Y | -37.3% | +19.4% | -56.6% | -52.5% |
| 3Y | -57.0% | +78.5% | -135.5% | -85.7% |
| All | -57.0% | +78.7% | -135.7% | -85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling